Moving to my own server

I want to move my blog to my own server so that I can install a few plugins I require and my own custom theme. I would like to keep the myname.wordpress.com name intact though for obvious reasons. Can I redirect this blog to the my server or does it go against policies?

You can move your content into a local install of WordPress>ORG software and get all support for it at WordPress.ORG. If you don't have a username account at WordPress.ORG click http://wordpress.org/support/ and register one on the top right hand corner of the page that opens, so you can post to the support forums there and receive advice from WordPress.ORG bloggers.